+66.9%
IYR vs FTI
+305.3%
-238.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -1.4% | -4.4% | +3.0% | -0.7% |
| 30D | -2.7% | +1.5% | -4.2% | -2.9% |
| 3M | -2.1% | +8.2% | -10.3% | -3.6% |
| 6M | +3.6% | +18.8% | -15.2% | +0.3% |
| YTD | +8.1% | +71.7% | -63.5% | -1.3% |
| 1Y | +4.7% | +90.0% | -85.3% | -6.1% |
| 3Y | +29.1% | +270.5% | -241.4% | +2.0% |
| 5Y | +6.9% | +1,084.5% | -1,077.6% | -32.7% |
| All | +66.9% | +305.3% | -238.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling